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Re: st: xtreg, fe and cluster-robust standard errors
Hanley Chiang wrote:
> Does anyone know the exact degrees of freedom adjustment for obtaining the
> clustered standard errors in the command
> xtreg y x, i(id) fe cluster(id)?
> This issue has been discussed previously (see
> http://www.stata.com/statalist/archive/2006-12/msg00867.html), but I don't
> think the exact adjustment was ever specified.
Kit Baum's answer to Garrett Glasgow's poser in July 2004 might be of help here:
http://www.stata.com/statalist/archive/2004-07/msg00616.html
Also, have a look at Mark Schaffer's contribution to the thread, as well.
If none of this helps, I can't assist any further.
--
Clive Nicholas
[Please DO NOT mail me personally here, but at
<[email protected]>. Thanks!]
"Courage is going from failure to failure without losing enthusiasm."
-- Winston Churchill
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